-70.2%
CPNG vs DXCM
-5.0%
-65.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.4% | -5.8% | +0.4% | -3.9% |
| 30D | -11.1% | -5.6% | -5.5% | -9.8% |
| 3M | -3.0% | +13.0% | -16.0% | -6.5% |
| 6M | -23.5% | +24.7% | -48.2% | -28.6% |
| YTD | -37.8% | +27.3% | -65.1% | -42.4% |
| 1Y | -54.3% | +11.2% | -65.5% | -56.4% |
| 3Y | -20.8% | -19.0% | -1.8% | -25.2% |
| 5Y | -51.1% | -38.5% | -12.6% | -53.8% |
| All | -70.2% | -5.0% | -65.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling